+35.2%
PFE vs PEG
+139.0%
-103.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.4% |
| 7D | -4.3% | -0.1% | -4.2% | -4.3% |
| 30D | +2.7% | -1.7% | +4.4% | +3.2% |
| 3M | +10.0% | -6.8% | +16.8% | +12.3% |
| 6M | +7.2% | -11.4% | +18.5% | +11.0% |
| YTD | +17.3% | -7.2% | +24.6% | +19.6% |
| 1Y | +20.3% | -6.1% | +26.4% | +22.0% |
| 3Y | -1.6% | +31.8% | -33.4% | -12.8% |
| 5Y | -21.4% | +35.6% | -57.0% | -31.6% |
| 10Y | +35.2% | +148.7% | -113.5% | +2.8% |
| All | +35.2% | +139.0% | -103.8% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded PEG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling